Kolmogorov equation associated to a stochastic Navier-Stokes equation (Q1276414): Difference between revisions

The paper deals with a stochastic Navier-Stokes equation on a two-dimensional torus with periodic boundary conditions. The driving noise is additive and cylindrical, so the well posedness of the equation is not know yet. However, S. Albeverio and A. B. Cruzeiro have proved that a suitable Gaussian measure \(\mu\) is infinitesimally invariant for this system, since it is infinitesimally invariant for both the corresponding deterministic Euler equation and the stochastic (linear) Stokes equation. Consider the space \(L^2(X,\mu)\) of \(\mu\)-square integrable functions from \(X\) to \(R\), where \(X\) is a suitable space of distributional velocity fields (for the fluid). The paper gives a result of existence of weak solutions in \(L^2(X,\mu)\) for the Kolmogorov equation associated to the stochastic Navier-Stokes equation. The Kolmogorov equation is directly solved, without using the associated stochastic equation; therefore there is hope that this solution produces results for the stochastic Navier-Stokes equation. The solution to the Kolmogorov equation is obtained by a variational approach. A special property of the nonlinear operator is mainly used, similarly to the problem of the infinitesimal invariance of \(\mu\) for the Euler equation.